Triangulation Delta Range - February 4

On Sunday, February 4 (trade date Monday, February 5), to increase the range of triangulated strikes at market open, the initial Triangulation delta range will be configured to include strikes from 10 to 70 delta. Currently, the initial range only includes strikes from 10 to 60 delta.

This change is currently available for customer testing in New Release.

Information Security Update - February 4

CME Group is committed to our customers’ information security. To deliver the best security and customer experience, effective Sunday, February 4 (trade date Monday, February 5), the listed CME Group services will support Transport Layer Security (TLS) version 1.2 only, and TLS 1.0 and 1.1 will be disabled. Customers are encouraged to upgrade to TLS 1.2 immediately; please contact your system administrator or network provider today to ensure seamless access.

This change is currently available for customer testing in New Release and Certification.

Upon launch, all CGW iLink sessions will have a designated host that is primary and another that is designated backup. CGW customers must successfully logon to their designated primary IPs and ports before attempting to logon to the backup.

If the primary CGW fails, customers who logon without the fault tolerance must reestablish the connection to the newly promoted primary. For customers who logon with the fault tolerance, the newly promoted primary will send a Heartbeat message with a Fault Tolerance Indicator (FTI) of ‘P’ in the tag 49-SenderCompID to notify the primary status of CGW connectivity.

These changes are currently available in New Release for customer testing.

A new CGW Fault Tolerance certification test suite is currently available in Autocert+. Certification via AutoCert+ is optional.

Drop Copy is not impacted by this change.

If you have any questions or concerns, please contact your Global Account Manager in the U.S. at +1 312 634 8700, in Europe at +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.

Effective Sunday, February 4 (trade date Monday, February 5), CME Group will implement load balancing for MDP 3.0 and Streamlined TCP Recovery to improve performance during high utilization periods. To support this change, new Historical Replay IPs and ports will be introduced for MDP 3.0 for CME Globex and Streamlined production environments.

The new IPs and ports for Historical Replay will be available in the config_20180422.xml file for customer download on Sunday, January 28. The legacy IP and ports will continue to be available in parallel until close of business on Friday, April 20.

On Sunday, April 22 (trade dateMonday,April 23), the new IP and ports will be added to the production config.xml file.

CME Globex API Secure Logon – iLink and Drop Copy - Q1 2018

CME Group is committed to our customers’ information security. To ensure the highest levels of security, CME Group will continue hardening iLink and Drop Copy 4.0 session authentication at logon in Q1 2018 with the launch of CME Globex API Secure Logon.

In production, the new logon will be supported in parallel with the current model without surcharges until Friday, April 27. Customers are strongly encouraged to make the change before the end of April to ensure no business interruption. Any iLink or Drop Copy Target sessions that connect using plain text password after April 27 will be subject to surcharges as follows:

A new iLink and Drop Copy certification suite is currently available in AutoCert+. iLink and Drop Copy 4.0 customer systems must complete this mandatory certification.

The CME Globex API Secure Logon is now available for customer testing in New Release.

Please contact your Global Account Manager with any questions or concerns in the U.S. at +1 312 634 8700, in Europe at +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.

Price Precision Extension - 2018

In the second half of 2018, the supported decimal price precision for CME Globex and streamlined blocks SBE market data will be increased from 7 to 9 decimals to provide greater price granularity for future launches.

In Q4 2018, in conjunction with the price precision update, pending regulatory approval, the minimum price increment (MPI) for the 2 Year Treasury Note futures, future spreads and inter-commodity spreads will be reduced from 1/4th of 1/32nd (0.0078125) to 1/8th of 1/32nd (0.00390625). As a result, the maximum price precision will increase from 7 to 8 decimals.

Inter-Exchange Ratio Spread: Fed Fund vs Eurodollar - March 11

Effective Sunday, March 11 (trade date Monday, March 12), a new exchange-defined Inter-Exchange Ratio Spread will be made available for trading on CME Globex. The EF inter-exchange ratio spread is the simultaneous purchase (sale) of two 30-Day Federal Funds futures (tag 6937-Asset=ZQ) and sale (purchase) of a Eurodollar future (tag 6937=GE). The new spread will allow customers to trade 90-day short term interest rates in a single package across exchanges.

On Monday, January 22, HMS 80/20 Ferrous Scrap, CFR Turkey (Platts) futures was suspended from trading to support change to the Unit of Measure Quantity. Trading will not be permitted from Monday, January 22, through Friday, February 2.

Effective Sunday, February 4 (trade date Monday, February 5), the Unit of Measure Quantity for the HMS 80/20 Ferrous Scrap, CFR Turkey (Platts) futures will change from 50 metric tons to 10 metric tons. Tag 1147-UnitofMeasureQty can be found on the Security Definition (tag 35-MsgType=d).

HMS 80/20 Ferrous Scrap, CFR Turkey (Platts) Futures

Product

MDP 3.0: tag 6937-Asset

iLink: tag 55-Symbol
MDP 3.0 tag 1151 - Security Group

Current tag
1147 - UnitOfMeasureQty

New tag
1147 - UnitOfMeasureQty

HMS 80/20 Ferrous Scrap, CFR Turkey (Platts) Futures

FSF

ST

50

10

This change will be available for customer testing in New Release on Monday, January 29.

These contracts are listed with, and subject to, the rules and regulations of NYMEX.

Events and Announcements

CME Globex Port Closure Policy - February 11

Effective Sunday February 11 (trade date Monday, February 12), CME Group will implement changes to the CME Globex Port Closure Policy. With these changes, Drop Copy sessions and their respective ports will be added to the existing Policy.

Any questions regarding this change in procedure may be directed to the Global Command Center. The GCC can be reached at +1 800 438 8616 in the USA, +44 20 7623 4747 in Europe, and +65 6532 5010 in Asia.

Send Us Feedback

Email and Message

Email (optional)

Enter your Message

Website Rating

How was your website experience?

Poor

Average

Good

Very Good

Excellent

Who We Are

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.